QuantQuote historical tick data packages provide the most complete view of stock market activity.
QuantQuote TickView historical intraday stock data (available from January 1998 through the present) provides the complete trading history for all NASDAQ and NYSE listed stocks. TickView contains every single quote and trade reported by all market centres consolidated into a single dataset. The database is research ready and contains split and dividend adjustments, and accounts for symbol changes and survivorship bias via QuantQuote's TickMAP framework.
TickView files can be delivered in compressed binaries created by our QuantEDGE software. This innovative software allows our tick datasets to take up 92% less space versus traditional data storage methods. QuantEDGE software libraries written in cross-platform C++ allow for easy and efficient data retrieval from disk. Tick data is also available in CSV format.
A full data description and specifications can be found in our TickView whitepapers on the right.
QuantQuote tick resolution datasets come with a wide variety of features designed to make the dataset research ready right from the start.
- No Survivorship Bias
- Dividend/Split Adjustments1
- Symbol Change Tracking1
- Data available from 1998 to present2
- Free quarterly updates for 1 year3
- QuantEDGE compression
- Daily/Weekly/Monthly update service available
- Lifetime support
- Bad Tick Flagging
TickView datasets are processed with QuantQuote's innovative bad tick flagging technology which employs special algorithms to identify potentially erroneous ticks so they can be removed from backtesting if desired.
1 Provided by TickMAP which comes standard with second resolution data
2 Tick packages are updated quarterly, symbols may only be available up to the end of the last quarter, more recent data may be
available by special request, contact sales
3 Not available on custom packages
QuantQuote tick resolution historical stock data come in the following survivorship bias free packages containing data from 1998 to the present 1.
|Package||Number of Symbols||Trade||Quote|
|DJIA||37||$1000||Contact us for pricing||NASDAQ 100||169||$3000||Contact us for pricing||S&P 100||173||$3000||Contact us for pricing||S&P 500||895||$7500||Contact us for pricing||ETF||252||$3500||Contact us for pricing||Complete 1||16206||$20000||Contact us for pricing|
1 Tick packages are updated quarterly, symbols may only be available up to the end of the last quarter,
please contact sales
Additional packages containing the S&P400/600, and Russell1000/3000 are also available upon request,
please contact sales
Fully custom packages are also available. Get an instant quote from our purchase page by selecting the Tick Data tab and configuring a Custom Package.
All QuantQuote tick resolution intraday stock data come in the QuantEDGE advanced compression format. C++ QuantEDGE libraries perform on-the-fly decompression in memory and automatic data loading in a single step for unparalleled performance and ease of use. QuantEDGE is also fully integrated and compatible with TickMAP.
QuantEDGE allows for a 92% reduction in data file size, greatly reducing storage requirements. The binary format combined with decompression in memory actually makes the loading of QuantEDGE format data faster than loading uncompressed text data despite the added processing time from decompression. The libraries are platform independent and can be run on most Unix/Linux/OSX systems. QuantEDGE has also been used successfully on Windows 1.
A standalone QuantEDGE application is also available to automatically decompress tick resolution data files. For a full description of QuantEDGE and its capabilities, please see our QuantEDGE Whitepaper
1 Windows usage is not fully supported, but QuantEDGE has been successfully deployed on Windows by many customers.
All QuantQuote intraday tick resolution stock data packages come with free quarterly updates for 1 year. For higher frequency updates, QuantQuote offers the TickView Live Feed.
For full data format information, please consult our documentation.
|Sample Minute Data||SPY_MINUTE_TRADE.csv|
|Sample Second Data 1||SPY_SECOND_TRADE.csv|
|Sample Tick Data (Trade Only) 1||SPY_TICK_TRADE.csv|
Note: Actual data will not contain the header in the first line.
1 Second and Tick data is delivered by default in QuantEDGE compressed binaries. Here, sample files are provided in plain text for readability. For sample QuantEDGE format files and code to read QuantEDGE files on your system, please email sales